CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 30-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
593-0 |
608-4 |
15-4 |
2.6% |
600-0 |
High |
605-0 |
609-0 |
4-0 |
0.7% |
601-0 |
Low |
593-0 |
598-0 |
5-0 |
0.8% |
580-4 |
Close |
598-0 |
601-2 |
3-2 |
0.5% |
582-4 |
Range |
12-0 |
11-0 |
-1-0 |
-8.3% |
20-4 |
ATR |
14-4 |
14-2 |
-0-2 |
-1.7% |
0-0 |
Volume |
165,790 |
48,615 |
-117,175 |
-70.7% |
577,450 |
|
Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
635-6 |
629-4 |
607-2 |
|
R3 |
624-6 |
618-4 |
604-2 |
|
R2 |
613-6 |
613-6 |
603-2 |
|
R1 |
607-4 |
607-4 |
602-2 |
605-1 |
PP |
602-6 |
602-6 |
602-6 |
601-4 |
S1 |
596-4 |
596-4 |
600-2 |
594-1 |
S2 |
591-6 |
591-6 |
599-2 |
|
S3 |
580-6 |
585-4 |
598-2 |
|
S4 |
569-6 |
574-4 |
595-2 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
649-4 |
636-4 |
593-6 |
|
R3 |
629-0 |
616-0 |
588-1 |
|
R2 |
608-4 |
608-4 |
586-2 |
|
R1 |
595-4 |
595-4 |
584-3 |
591-6 |
PP |
588-0 |
588-0 |
588-0 |
586-1 |
S1 |
575-0 |
575-0 |
580-5 |
571-2 |
S2 |
567-4 |
567-4 |
578-6 |
|
S3 |
547-0 |
554-4 |
576-7 |
|
S4 |
526-4 |
534-0 |
571-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
609-0 |
580-4 |
28-4 |
4.7% |
10-2 |
1.7% |
73% |
True |
False |
127,470 |
10 |
647-4 |
580-4 |
67-0 |
11.1% |
11-3 |
1.9% |
31% |
False |
False |
149,724 |
20 |
665-0 |
580-4 |
84-4 |
14.1% |
11-7 |
2.0% |
25% |
False |
False |
177,580 |
40 |
665-0 |
580-4 |
84-4 |
14.1% |
13-3 |
2.2% |
25% |
False |
False |
170,018 |
60 |
764-6 |
577-0 |
187-6 |
31.2% |
14-3 |
2.4% |
13% |
False |
False |
174,513 |
80 |
777-0 |
577-0 |
200-0 |
33.3% |
13-7 |
2.3% |
12% |
False |
False |
172,485 |
100 |
777-0 |
577-0 |
200-0 |
33.3% |
14-3 |
2.4% |
12% |
False |
False |
170,035 |
120 |
777-0 |
576-0 |
201-0 |
33.4% |
14-6 |
2.5% |
13% |
False |
False |
163,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
655-6 |
2.618 |
637-6 |
1.618 |
626-6 |
1.000 |
620-0 |
0.618 |
615-6 |
HIGH |
609-0 |
0.618 |
604-6 |
0.500 |
603-4 |
0.382 |
602-2 |
LOW |
598-0 |
0.618 |
591-2 |
1.000 |
587-0 |
1.618 |
580-2 |
2.618 |
569-2 |
4.250 |
551-2 |
|
|
Fisher Pivots for day following 30-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
603-4 |
600-3 |
PP |
602-6 |
599-5 |
S1 |
602-0 |
598-6 |
|